陈同学2021-08-30 19:36:00
这题cost of carry is positive不是应该答案是B吗?因为carrying cost increase the price of forward contract
回答(1)
Evian, CFA2021-08-31 09:49:28
同学└(^o^)┘你好,
net cost of carry=cost of carry=CB-CC
FP=(SP+CC-CB)x(1+Rf)^T
FP=(SP-(CB-CC))x(1+Rf)^T
cost of carry=CB-CC,越大,此时为正值,比cost of carry 为0,获得的FP小。C对
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